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Notice on Delivery of ETF Options

Fang submitted 2020-02-25 16:33:43

SSE announcement (derivatives) [2020] No.9

February 26, 2020 is the final trading date, exercise date and expiration date of February contract of the 50ETF option and 300ETF option. The term right contract will expire and exercise.
Investors are requested to pay close attention to the transaction and exercise of the above contracts, and prepare for the relevant transaction or exercise in a timely manner:
1、 On the exercise day, the call option right party who proposes to exercise shall prepare sufficient funds, and the put option right party who proposes to exercise shall prepare sufficient contract underlying.
2、 On the delivery date, the underlying of the contract transferred from the securities margin credit account to the securities account cannot be used for the delivery of options on that day.
3、 The underlying obtained by the exercise of the call option right party can be sold from the next trading day after the delivery date.
All option management institutions are requested to do a good job in reminding investors of the exercise and expiration
It is hereby announced.
Shanghai Stock Exchange
February 24, 2020


February 26, 2020 is the final trading date, exercise date and expiration date of February contract of the 300ETF option. The term right contract will expire and exercise
Investors are requested to pay close attention to the transaction and exercise of the above contracts, and prepare for the relevant transaction or exercise in a timely manner:
1、On the exercise day, the call option right party who proposes to exercise shall prepare sufficient funds, and the put option right party who proposes to exercise shall prepare sufficient contract underlying. The option right party may apply exercise together for the call option and put option of the same underlying.
2、 On the delivery date, the underlying of the contract transferred from the securities margin credit account to the securities account cannot be used for the delivery of options on that day.
3、 The underlying obtained by the exercise of the call option right party can be sold from the next trading day after the delivery date.
4、 At the end of the second trading day before the expiration date, CSDC will automatically cancel the strategies of Call Debit Spread, Put Credit Spread, Call Credit Spread and Put Debit Spread; at the end of the expiration date, CSDC will automatically cancel the strategies of the Short Straddle and Short Strangle.
Please strengthen risk management and remind investors of the expiration and exercise of contracts.
It is hereby announced.
Shenzhen Stock Exchange


February 24, 2020
上证公告(衍生品)〔2020〕9号
2020年2月到期的50ETF期权合约、300ETF期权合约最后交易日、行权日、到期日为2020年2月26日,届时期权合约将到期并行权。
请投资者密切关注上述合约的交易及行权事项,及时做好相关交易或行权准备:
一、行权日当天,提出行权的认购期权权利方需准备足额的资金,提出行权的认沽期权权利方需准备足额的合约标的。
二、行权交收日,融资融券信用账户转到证券账户的合约标的不能用于当天期权的行权交收。
三、认购期权权利方通过行权得到的合约标的在行权交收日下一交易日起可以卖出。
请各期权经营机构做好投资者行权及到期提醒工作。
特此公告。
上海证券交易所
2020年2月24日


2020年2月到期的沪深300ETF期权合约最后交易日、行权日、到期日为2020年2月26日,届时期权合约将到期并行权。
请投资者密切关注上述合约的交易及行权事项,及时做好相关交易或行权准备:
一、行权日当天,提出行权的认购期权权利方需准备足额的资金,提出行权的认沽期权权利方需准备足额的合约标的。期权权利方可对所持有的相同合约标的认购期权和认沽期权合并申报行权。
二、行权交收日,融资融券信用账户转到证券账户的合约标的不能用于当天期权的行权交收。
三、认购期权权利方通过行权得到的合约标的在行权交收日下一交易日起可以卖出。
四、中国结算将于到期日前第二个交易日日终自动解除认购牛市价差策略、认购熊市价差策略、认沽牛市价差策略和认沽熊市价差策略;将于到期日日终自动解除跨式空头策略、宽跨式空头策略。
请各期权经营机构加强风险管理,做好投资者合约到期及行权提醒工作。

特此公告

深圳证券交易所
2020年2月24日

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